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URL:  https://boards.fool.com/the-same-mac39s-apply-now-with-20d-34110396.aspx

Subject:  Re: Other_MAC for 2019 Date:  1/15/2019  1:00 PM
Author:  MapG Number:  33665 of 33771

The same MAC's apply now with 20d "Whipsaw" control for each. No other "Tuning" applied.

 Other MAC:  |  FATP Intermediate-Term "Moving Average Crossover" (MAC) Indicators
Criteria: | Incremental Allocation with minimum "Whipsaw" (5x5 Equal-Weighted Pre-Set time horizons by FATP)
(TP,SMA): | Typical Price(TP) is Average (high,low,close) and SMA is Moving Average (xxxd or xxw)
(50d,200d): | Rev Jan-2019: SELLlF: Negative 4 week(20d), BuyIF: Positive 1 week(5d)
(TP,43w): | Rev Dec-2018: SELLlF: Negative 4 week(20d), BuyIF: Positive 1 week(5d)
(TP,21w): | Rev Dec-2018: SELLlF: Negative 4 week(20d), BuyIF: Positive 1 week(5d)
(4w,9w,18w) | Rev Jan-2019: SELLlF: Negative 4 week(20d), BuyIF: Positive 1 week(5d)
(TP,50d): | Rev Dec-2018: SELLlF: Negative 4 week(20d), BuyIF: Positive 1 week(5d)
Allocation: | Rev Jul-2018: (50d)=20%, (4w,9w,18w)=20%, (21w)=20%, (43w)=20%, (50d,200d)=20%


Other_MAC:    |   2019-01-11      MAC*        TMAC*        MAC*        MAC*       DMAC*     Cash   |  2019-01-11     MAC*        TMAC*       MAC*       MAC*       DMAC*     |
Time_Horizon | 6w - 9m (TP,50d) (4w,9w,18w) (TP,21w) (TP,43w) (50d,200d) Alloc | Ratio (TP,50d) (4w,9w,18w) (TP,21w) (TP,43w) (50d,200d) |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#5_(IJR) | Status(IJR) BEARish BEARish BEARish BEARish BEARish | Ratio(IJR) -1.4% -6.0% -8.4% -9.4% -8.2% |
SP600 | Last chg 2018-10-19 2018-10-26 2018-10-29 2018-11-06 2018-11-20 | PosD 0 0 0 0 0 |
Daily | Weight 0% 0% 0% 0% 0% 100% | HTD 5 5 5 5 5 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#4_(MDY) | Status(MDY) BEARish BEARish BEARish BEARish BEARish | Ratio(MDY) -1.2% -4.8% -6.7% -8.1% -7.0% |
SP400 | Last chg 2018-10-23 2018-10-31 2018-10-31 2018-11-06 2018-11-13 | PosD 0 0 0 0 0 |
Daily | Weight 0% 0% 0% 0% 0% 100% | HTD 5 5 5 5 5 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#3_(RSP) | Status(RSP) BEARish BEARish BEARish BEARish BEARish | Ratio(RSP) -1.4% -3.6% -5.4% -5.8% -4.5% |
SP500EW | Last chg 2018-10-31 2018-11-06 2018-11-06 2018-11-06 2019-01-03 | PosD 0 0 0 0 0 |
Daily | Weight 0% 0% 0% 0% 0% 100% | HTD 5 5 5 5 5 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#2_(ITOT) | Status(ITOT) BEARish BEARish BEARish BEARish BEARish | Ratio(ITOT) -1.7% -4.0% -6.1% -6.1% -4.5% |
SP3200 | Last chg 2018-11-01 2018-11-06 2018-11-06 2019-01-03 2019-01-03 | PosD 0 0 0 0 0 |
Daily | Weight 0% 0% 0% 0% 0% 100% | HTD 5 5 5 5 5 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#1_(SPY) | Status(SPY) BEARish BEARish BEARish BEARish BEARish | Ratio(SPY) -1.8% -3.9% -6.0% -6.0% -4.5% |
SP500 | Last chg 2018-11-02 2018-11-02 2018-11-02 2018-12-07 2018-12-07 | PosW 0 0 0 0 0 |
Weekly | Weight 0% 0% 0% 0% 0% 100% | HTD 1 1 1 1 1 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Signals/Yr | (10yr) 2.5 1.6 1.6 0.9 0.8 | |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Allocation | Weight 0% 0% 0% 0% 0% 100% | |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
IF(Bullish) | Weight 20% 20% 20% 20% 20% | |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
#0_(.SPX) | Status(.SPX) BEARish BEARish BEARish BEARish BEARish | Ratio(.SPX) -1.7% -3.8% -5.8% -5.4% -3.9% |
SP500_Idx | Last chg 2018-11-06 2018-11-06 2018-11-06 2019-01-03 2019-01-03 | PosD 0 0 0 0 0 |
Daily | Weight 0% 0% 0% 0% 0% 100% | HTD 5 5 5 5 5 |
===== IF(Bullish) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) ===== IF(Bullish) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d)


2019-01-11   Average    MAC*        TMAC*       MAC*       MAC*       DMAC*            |  2019-01-11   Average    MAC*        TMAC*       MAC*       MAC*       DMAC*     |
10y Return Return (TP,50d) (4w,9w,18w) (TP,21w) (TP,43w) (50d,200d) CAGR | 10y DD (TTM<0) (TP,50d) (4w,9w,18w) (TP,21w) (TP,43w) (50d,200d) |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(IJR) $33,847 13.0% | B&H(IJR) -15% |
BEARish $14,246 $15,129 $17,322 $13,541 $11,902 $13,336 3.6% | MAC_AvgDD -6% -6% -6% -6% -5% -5% |
Bullish $24,146 $22,373 $19,540 $24,997 $28,439 $25,381 9.2% | MAC_MaxDD -18% -24% -19% -18% -15% -15% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(MDY) $32,588 12.5% | B&H(MDY) -14% |
BEARish $13,029 $14,462 $15,948 $11,499 $11,038 $12,200 2.7% | MAC_AvgDD -6% -7% -6% -6% -5% -6% |
Bullish $25,508 $22,533 $20,434 $28,339 $29,524 $26,712 9.8% | MAC_MaxDD -19% -25% -18% -16% -15% -19% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(RSP) $33,564 12.9% | B&H(RSP) -14% |
BEARish $13,283 $13,931 $15,816 $11,134 $11,520 $14,014 2.9% | MAC_AvgDD -6% -7% -6% -6% -5% -6% |
Bullish $25,709 $24,093 $21,222 $30,146 $29,135 $23,951 9.9% | MAC_MaxDD -19% -28% -18% -15% -14% -19% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(ITOT) $29,134 11.3% | B&H(ITOT) -16% |
BEARish $13,286 $14,848 $12,796 $11,984 $13,720 $13,081 2.9% | MAC_AvgDD -6% -7% -7% -7% -5% -4% |
Bullish $22,041 $19,621 $22,767 $24,311 $21,235 $22,272 8.2% | MAC_MaxDD -17% -25% -18% -14% -13% -13% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(SPY) $29,069 11.3% | B&H(SPY) -15% |
BEARish $13,300 $12,685 $13,258 $13,965 $12,857 $13,734 2.9% | MAC_AvgDD -6% -6% -4% -9% -5% -5% |
Bullish $21,887 $22,916 $21,926 $20,816 $22,609 $21,166 8.1% | MAC_MaxDD -14% -20% -9% -20% -10% -13% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H_Avg $31,640 12.2% | B&H(AvgDD) -15% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
BEARish_Avg $13,429 $14,211 $15,028 $12,424 $12,207 $13,273 3.0% | AvgDD(25) -6% -7% -6% -7% -5% -5% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Bullish_Avg $23,858 $22,307 $21,178 $25,722 $26,188 $23,896 9.1% | MaxDD(25) -17% -24% -16% -17% -14% -16% |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
B&H(.SPX) $28,636 11.1% | B&H(.SPX) -16% |
BEARish $13,092 $11,745 $14,498 $12,187 $13,671 $13,360 2.7% | MAC_AvgDD -6% -4% -6% -8% -5% -4% |
Bullish $22,390 $24,381 $21,695 $23,496 $20,946 $21,433 8.4% | MAC_MaxDD -14% -11% -16% -16% -14% -12% |
IF(Bullish) ===== *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) ===== IF(Bullish) ===== *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d)


GD_
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